-26.9%
LBRT vs SUNB
-5.1%
-21.9%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.9% | -2.5% | +1.7% |
| 7D | +8.7% | -6.3% | +15.0% | +8.3% |
| 30D | +6.6% | -14.2% | +20.8% | +5.8% |
| 3M | -34.5% | -14.7% | -19.7% | -34.1% |
| 6M | -24.5% | -7.9% | -16.6% | -23.7% |
| All | -26.9% | -5.1% | -21.9% | -25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SUNB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling